Using sample average returns and standard deviations of the volatility strategy calculate the optimal proportion that a mean-variance utility investor would invest in the volatility strategy in the following scenarios: Risk-free rate is 0.50% and gamma = 3. Enter your answer in percentage points with two decimal places. Using sample average returns and standard deviations of the volatility strategy calculate the optimal proportion that a mean-variance utility investor would invest in the volatility strategy in the following scenarios: Risk-free rate is 0.50% and gamma = 3. Enter your answer in percentage points with two decimal places